← STRATEGY REGISTRYHistorical backtest

SOLUSDTMomentum

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Follows sustained price momentum with causal signals.

Longsolusdt-cd1ac26413

Data updated: 2026-10-18

ANNUAL RETURN (CAGR)69.45%

NET RETURN1,149.64%

MAX MARK DRAWDOWN63.40%

BTC BUY & HOLD77.84%

Cumulative return

StrategyBTC spot buy-and-hold

Drawdown

StrategyBTC spot buy-and-hold

Daily observations. Headline Max Mark DD uses the full native-resolution simulation.

Strategy profile

Direction: Long
BTC filter: No
Protective stop: Volatility-based
Signal exit: Yes
Exit rules: Signal / stop loss
Position sizing: Notional allocation
Backtest start: 2022-01-01
Backtest end: 2026-10-16 (exclusive)
Closed positions: 142
Profitable trades: 40.85%
Best calendar month: 99.95%
Worst calendar month: -34.26%
Longest daily underwater spell: 546 days
Daily return volatility: 3.24%

Monthly returns / %

YEARJANFEBMARAPRMAYJUNJULAUGSEPOCTNOVDEC20226.5%20.3%16.0%-15.1%-13.5%-1.3%1.1%-10.3%-2.1%-1.6%-20.4%-14.1%202399.9%-8.6%0.8%-3.9%-5.8%4.0%27.8%-0.4%5.5%74.5%50.2%81.8%2024-6.1%22.4%51.1%-11.9%6.7%-0.9%13.0%-14.3%3.3%14.2%21.5%-16.2%202516.3%-2.0%-34.3%15.0%1.3%0.1%15.7%4.6%12.4%-2.2%-11.6%-15.7%20265.3%-14.8%-9.7%-2.9%0.5%5.8%-0.9%36.0%-0.4%-4.4%——

Calendar-year performance

Period	Strategy	BTC hold
2022	-35.55%	-64.22%
2023	1,008.91%	155.62%
2024	87.92%	121.29%
2025	-13.26%	-6.33%
2026	7.27%	-6.18%

First and last periods may be partial. Returns are not annualized.

Reading this report

Both curves begin at zero percent on the same effective start date. BTC is a spot buy-and-hold benchmark.

Profitable trades counts fully closed positions after costs and funding. It is not the percentage of positive days.

Different start dates describe different market histories; compare periods before comparing rankings.

Methodology & limitations

Historical simulation. Closed-bar signals and next-open execution; fees, slippage and historical funding included. BTC spot benchmark includes entry costs and no perpetual funding. Account value is compounded continuously without annual resets.

Observed research periods are not untouched out-of-sample data. Active means currently in use; it does not establish safety or strategy quality. Daily analytics use QuantStats; headline financial metrics use the saved backtest. Current instrument constraints are applied retrospectively. Leveraged simulations do not model exchange liquidation. Calculation cutoff: 2026-10-16, exclusive.